+108.6%
ASML vs WST
-25.7%
+134.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +2.2% | -3.1% | +5.3% | +3.0% |
| 3M | -2.3% | +7.2% | -9.5% | -4.4% |
| 6M | +23.0% | +36.8% | -13.8% | +11.7% |
| YTD | +61.1% | +23.8% | +37.2% | +50.1% |
| 1Y | +129.1% | +37.8% | +91.3% | +105.9% |
| 3Y | +165.4% | -15.9% | +181.3% | +164.3% |
| All | +108.6% | -25.7% | +134.2% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling